The term 'Historical' can cover some fiction books, if they have a basis in actual, historical events, or if they replicate situations that could have occurred, and if this is the case for others too, I'd have to nominate 'Shogun' and 'Noble House' by James Clavell.

Book of the Marvels of the World by Rustichello da Pisa (a chronicle of Marco Polo's adventures in the 13th Century). Often just called The Travels of Marco Polo in modern English.

The Confessions of Jean-Jacques Rousseau, an autobiography by Jean-Jacques Rousseau.

Any of Anne Rice's vampire novels - although they're fiction, she cleverly uses the immortality of her characters to write 'stealth' historical novels; the characters have often lived through various eras, and recount their memories and experiences in the first person to the modern-day reader, usually comparing and contrasting the overall differences between society, people's attitudes and way of life in one era as compared to another. Marius goes into a lot of detail about his social status and everyday life as a Roman soldier, Khayman is a bodyguard to the Pharaoh in the early days of Ancient Egypt, and a lot is written about his early life before he becomes a vampire. She's essentially pulling the same stunt as Paul Eldridge did in the late 1920's with his novel My First Two Thousand Years (co-written with George Sylvester Viereck), in which the folkloric character of 'The Wandering Jew' recounts the events of his long life and his interactions with many famous historical figures. It's an interesting idea, and one Rice handles in a sophisticated way, by having these fantasy characters recount their former lives in a matter-of-fact way she uses them to highlight a variety of differences in attitude between one era and another, and often has modern-day vampires interject and ask the more ancient ones various questions to delve into these differences. I suppose it's a bit like a non-comedic version of Mel Brook's 2000 Year Old Man character.